Before using Odin, you have to enable debug mode. For this, Settings>Developer options>Enable USB Debugging. Enable the setting.
Download the latest CF Autoroot from Chainfire’s thread on XDA and copy it to a known location on your PC.
Shutdown the phone.
Reboot in DOWNLOAD mode (“Vol -” + Home + Power button). Keep all three buttons depressed.
Now, download Odin and open it.
Choose the .tar file extracted from the CF Autoroot zip file.
Now connect the phone. Wait for drivers to be installed. Odin should show a Message “Added” in the log, and the Blue(or yellow?) color lights up in the 3rd row.
Once it’s been connected, Choose “Start”. CF Autoroot is installed now and the phone should restart with Root privileges
Get the latest CWM recovery here
Once again, go to Download mode, open Odin
Choose the downloaded .tar file.
The recovery is now flashed.
After rebooting, power off the phone.
Booting to the new custom recovery
To get to recovery from powered off state, press (Vol+)+Home+Power.
Once the Samsung Logo is shown, depress Power key.
Phone now boots to recovery (Should be CWM at this stage)
Tip! Note that if you’re coming from HTC Devices, you will find it odd that CWM backs up files by default to the internal sd card.